Ridge estimation of a semiparametric regression model

Considered the semiparametric regression model l i = A i T X + s ( t i ) + Δ i ( i = 1 , 2 , … , n ) . Firstly, ridge estimators of both parameters and nonparameters are attained without a restrained design matrix. Secondly, the ridge estimator will be compared with two steps estimation under a mean square error and some conditions in which the former excels the latter are given. Finally, the validity and feasibility of the method are illustrated by a simulating example.